Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.086 %¶

This Week¶

Return: 0.086 %¶

Total¶

Return: 58.819 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.910000 822.150000 124.150000 17.790000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
Tobii Dynavox 109 -0.760000 2769.150000 47.150000 1.730000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.990000 718.580000 32.580000 4.750000 686.000016
Vitec Software Group B 1 -0.850000 499.200000 14.200000 2.930000 485.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Embracer Group B 14 -1.980000 696.290000 7.290000 1.060000 689.000004
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.610000 650.400000 -1.600000 -0.250000 651.999999
SKF B 3 -3.540000 592.950000 -3.050000 -0.510000 596.000001
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
ASSA ABLOY B 2 -1.100000 505.000000 -9.000000 -1.750000 514.000000
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
Avanza Bank Holding 2 -2.580000 499.000000 -12.000000 -2.350000 511.000000
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Husqvarna A 7 -2.880000 614.600000 -18.400000 -2.910000 632.999997
Husqvarna B 7 -2.850000 615.160000 -24.840000 -3.880000 639.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Collector Bank 29 -5.380000 1202.920000 -31.080000 -2.520000 1233.999996
Lagercrantz Group B 5 -0.780000 574.500000 -32.500000 -5.350000 607.000000
Rejlers B 6 -2.770000 925.200000 -36.800000 -3.830000 961.999998
Swedbank A 3 -2.940000 579.600000 -38.400000 -6.210000 618.000000
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -0.310000 482.100000 -46.900000 -8.870000 529.000000
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Nordea Bank Abp 30 -4.050000 3699.600000 -63.400000 -1.680000 3762.999990
Viaplay Group B 4 -3.510000 967.600000 -69.400000 -6.690000 1037.000000
AFRY 3 -2.470000 521.100000 -73.900000 -12.420000 594.999999
Beijer Alma B 9 -1.450000 1836.000000 -118.000000 -6.040000 1953.999999
RVRC Holding 17 -2.090000 556.240000 -126.760000 -18.560000 683.000007
Fastighetsbolaget Emilshus B 23 4.300000 563.500000 -131.500000 -18.920000 694.999993
Fasadgruppen Group 38 1.370000 3936.800000 -253.200000 -6.040000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.320000 3542.400000 -595.600000 -14.390000 4138.000000
TOTAL 46314.080000 -1908.170000 -6.83577% 48222.250041

Updated:¶

'2023-03-13 16:50:00.064849'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶